def test_list_of_rvs_wrong_length(self):
emissions = np.ones((3, 7))
tmat = np.eye(3)
durations = []
with six.assertRaisesRegex(self, ValueError, "length 3"):
HSMMModel(MultinomialEmissions(emissions), durations, tmat)
def test_spiked_transition_matrix(self):
emissions = np.array([
[0.9, 0.1, 0.0, 0.0],
[0.0, 0.0, 0.1, 0.9],
[0.05, 0.45, 0.45, 0.05]
])
durations = np.array([
[0.5, 0.0, 0.0, 0.5],
[0.1, 0.0, 0.9, 0.0],
[0.1, 0.9, 0.0, 0.0]
])
tmat = np.array([
[0.0, 1.0, 0.0],
[0.0, 0.0, 1.0],
[1.0, 0.0, 0.0]
])
hsmm = HSMMModel(
MultinomialEmissions(emissions), durations, tmat)
observations, states = hsmm.sample(1000)
# Check that we observe the right state transitions: 0 -> 1 -> 2 -> 0
unique_states = np.array([s for s, _ in groupby(states)])
expected_states = np.array(list(range(3)) * len(states))
expected_states = expected_states[unique_states[0]:]
expected_states = expected_states[:len(unique_states)]
np.testing.assert_array_equal(unique_states, expected_states)
def test_sample_single(self):
emissions = np.array([
[0.0, 1.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 1.0],
[0.0, 0.0, 1.0, 0.0]
])
durations = np.array([
[0.5, 0.0, 0.0, 0.5],
[0.1, 0.0, 0.9, 0.0],
[0.1, 0.9, 0.0, 0.0]
])
tmat = np.array([
[0.0, 0.5, 0.5],
[0.5, 0.0, 0.5],
[0.5, 0.5, 0.0]
]) # Doesn't matter for this test.
n_states = tmat.shape[0]
for state in range(n_states):
startprob = np.zeros(n_states)
startprob[state] = 1.0
hsmm = HSMMModel(
MultinomialEmissions(emissions),
durations, tmat, startprob=startprob
)
observation, sampled_state = hsmm.sample()
self.assertEqual(sampled_state, state)
expected_observation = np.nonzero(emissions[state])[0][0]
self.assertEqual(observation, expected_observation)
def test_startprob_implicit(self):
durations = np.arange(3 * 5).reshape(3, 5)
emissions = np.ones((3, 7))
tmat = np.eye(3)
hsmm = HSMMModel(MultinomialEmissions(emissions), durations, tmat)
np.testing.assert_array_equal(
hsmm._startprob, np.full(tmat.shape[0], 1.0 / 3)
)
def test_startprob_explicit(self):
durations = np.arange(3 * 5).reshape(3, 5)
emissions = np.ones((3, 7))
tmat = np.eye(3)
startprob = np.arange(3)
hsmm = HSMMModel(
MultinomialEmissions(emissions),
durations, tmat, startprob=startprob
)
np.testing.assert_array_equal(hsmm._startprob, startprob)
def test_durations(self):
durations = np.arange(3 * 5).reshape(3, 5)
emissions = np.ones((3, 7))
tmat = np.eye(3)
hsmm = HSMMModel(MultinomialEmissions(emissions), durations, tmat)
np.testing.assert_array_equal(hsmm._durations, durations)
np.testing.assert_array_equal(
hsmm._durations_flat, durations.flatten()
)
# Non-matrix tmat
durations = durations.reshape(3, 5, 1)
with six.assertRaisesRegex(self, ValueError, "be 2d"):
hsmm = HSMMModel(MultinomialEmissions(emissions), durations, tmat)
# Durations matrix with too many states
durations = np.zeros((4, 4))
with six.assertRaisesRegex(self, ValueError, "3 rows"):
hsmm = HSMMModel(MultinomialEmissions(emissions), durations, tmat)
def test_set_initial_transmat(self):
emissions = np.ones((3, 5))
durations = np.ones((3, 7))
tmat = np.eye(3)
hsmm = HSMMModel(MultinomialEmissions(emissions), durations, tmat)
np.testing.assert_array_equal(hsmm._tmat, tmat)
np.testing.assert_array_equal(hsmm._tmat_flat, tmat.flatten())
self.assertEqual(hsmm.n_states, 3)
# Non-square tmat
tmat = np.ones((3, 4))
with self.assertRaises(ValueError):
hsmm = HSMMModel(MultinomialEmissions(emissions), durations, tmat)
# Non-matrix tmat
tmat = np.ones((3, 4, 1))
with self.assertRaises(ValueError):
hsmm = HSMMModel(MultinomialEmissions(emissions), durations, tmat)
def test_sample_uniform_tmat(self):
emissions = np.array([
[0.9, 0.1, 0.0, 0.0],
[0.0, 0.0, 0.1, 0.9],
[0.05, 0.45, 0.45, 0.05]
])
durations = np.array([
[0.5, 0.0, 0.0, 0.5],
[0.1, 0.0, 0.9, 0.0],
[0.1, 0.9, 0.0, 0.0]
])
tmat = np.array([
[0.0, 0.5, 0.5],
[0.5, 0.0, 0.5],
[0.5, 0.5, 0.0]
])
hsmm = HSMMModel(
MultinomialEmissions(emissions), durations, tmat)
observations, states = hsmm.sample(100000)
# Statistics for emission probabilities.
n_states, n_emissions = emissions.shape
for state in range(n_states):
mask = states == state
num_obs = mask.sum()
c = Counter(observations[mask])
for emission in range(n_emissions):
np.testing.assert_almost_equal(
c[emission] / float(num_obs), emissions[state, emission],
decimal=1
)
# Count durations.
n_durations = durations.shape[1]
states_with_durations = [
(state, len(list(g))) for state, g in groupby(states)
]
for state in range(n_states):
counts = Counter(
count for s, count in states_with_durations if s == state
)
num_counts = sum(counts.values())
for duration in range(n_durations):
np.testing.assert_almost_equal(
counts[duration + 1] / float(num_counts),
durations[state, duration],
decimal=1
)
def test_normalizations(self):
emissions = np.ones((3, 7))
tmat = np.eye(3)
durations = [geom(0.3)] * 3
support_cutoff = 2
hsmm = HSMMModel(
MultinomialEmissions(emissions),
durations, tmat, support_cutoff=support_cutoff
)
expected_durations = np.empty((3, 2))
expected_durations[:, 0] = 0.58823529
expected_durations[:, 1] = 0.41176471
np.testing.assert_array_almost_equal(
hsmm._durations, expected_durations
)
def test_list_of_rvs(self):
emissions = np.ones((3, 7))
tmat = np.eye(3)
durations = [
bernoulli(0.1, loc=1),
bernoulli(0.1, loc=3),
bernoulli(0.1, loc=5),
]
hsmm = HSMMModel(MultinomialEmissions(emissions), durations, tmat)
discrete_durations = np.zeros((3, 100))
discrete_durations[(0, 1, 2), (0, 2, 4)] = 0.9
discrete_durations[(0, 1, 2), (1, 3, 5)] = 0.1
np.testing.assert_array_almost_equal(
hsmm._durations, discrete_durations
)
def test_unambiguous_decoding(self):
emissions = np.array([
[0.5, 0.5, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.5, 0.5, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.5, 0.5]
])
durations = np.array([
[0.1, 0.0, 0.0, 0.9],
[0.1, 0.0, 0.9, 0.0],
[0.1, 0.9, 0.0, 0.0]
])
tmat = np.array([
[0.0, 0.5, 0.5],
[0.5, 0.0, 0.5],
[0.5, 0.5, 0.0]
])
hsmm = HSMMModel(
MultinomialEmissions(emissions), durations, tmat)
observations, states = hsmm.sample(1000)
new_states = hsmm.decode(observations)
np.testing.assert_array_equal(states, new_states)